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Boston Scientific Corp

Provider: Exchange
Annualised Return 9.39%
Realised Volatility 34.85%
Downside Volatility 21.7%
Max Drawdown -88.4%
Winning months 55.64%
Sharpe Ratio 0.27
Sortino Ratio 0.43
Calmar Ratio 0.11
Viking Ratio 0.25
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 9.43% 4.66% 3.44% 4.94% 5.15% 1.91% -4.06% 10.71% 2.46% 0.73% 46.01%
2023 -0.04% 1.02% 7.08% 4.18% -1.23% 5.07% -4.14% 4.03% -2.11% -3.05% 9.18% 3.44% 24.94%
2022 0.99% 2.96% 0.27% -4.92% -2.61% -9.12% 10.14% -1.8% -3.92% 11.31% 5.01% 2.21% 8.92%
2021 -1.42% 9.42% -0.34% 12.81% -2.41% 0.49% 6.64% -0.99% -3.9% -0.6% -11.73% 11.58% 18.16%
2020 -7.41% -10.7% -12.73% 14.86% 1.36% -7.58% 9.85% 6.35% -6.85% -10.31% -3.27% 8.45% -20.5%
2019 7.95% 5.16% -4.34% -3.28% 3.48% 11.9% -1.21% 0.64% -4.77% 2.48% 3.72% 4.55% 27.96%
2018 12.79% -2.5% 0.22% 5.12% 5.81% 7.6% 2.78% 5.8% 8.27% -6.13% 4.23% -6.19% 42.56%
2017 11.23% 2.04% 1.3% 6.07% 2.46% 2.55% -3.97% 3.49% 5.88% -3.53% -6.61% -5.67% 14.61%
2016 -4.93% -3.14% 10.78% 16.53% 3.6% 2.91% 3.89% -1.89% -0.08% -7.56% -7% 5.72% 17.3%
2015 11.77% 14.11% 5.03% 0.39% 2.53% -3.12% -2.03% -3.46% -1.97% 11.4% 0% 0.88% 39.17%
2014 12.56% -3.18% 3.21% -6.73% 1.74% -0.47% 0.08% -0.78% -6.86% 12.45% -3.09% 2.95% 10.23%
2013 30.37% -1.07% 5.68% -4.1% 23.36% 0.32% 17.8% -3.11% 10.96% -0.43% -0.94% 3.8% 109.77%
2012 11.61% 4.36% -3.86% 4.68% -8.31% -1.22% -8.82% 4.45% 6.3% -10.45% 7.78% 3.43% 7.3%
2011 -7.79% 2.58% 0.42% 4.17% -4.14% -3.76% 3.62% -5.31% -12.83% -0.34% 0.17% -9.49% -29.46%
2010 -4.11% -10.31% -6.72% -4.71% -12.06% -4.13% -3.45% -7.32% 18.11% 4.24% 0.47% 17.91% -15.89%
2009 14.6% -20.86% 13.25% 5.79% 11.77% 7.87% 5.92% 9.4% -9.87% -23.32% 3.08% 7.53% 16.28%
2008 4.47% 3.62% 2.22% 3.57% -0.3% -7.52% -3.25% 5.63% -2.31% -26.41% -31.67% 25.45% -33.45%
2007 7.39% -11.6% -10.85% 6.19% 1.49% -2.11% -14.28% -2.43% 8.73% -0.57% -8.94% -7.92% -32.31%
2006 -10.7% 11.66% -5.61% 0.82% -11.02% -18.57% 1.01% 2.53% -15.19% 7.57% -0.38% 8.39% -29.85%
2005 -7% -1.21% -10.32% 0.99% -8.42% -0.33% 7.22% -7.15% -13.06% 7.49% 5.41% -7.52% -31.11%
2004 10.96% 0.15% 3.75% -2.81% 7.55% -3.39% -10.61% -6.61% 11.2% -11.15% -1.39% 2.13% -3.29%
2003 -4.87% 9.2% -7.72% 5.62% 21.02% 17.27% 3.49% -4.95% 6.16% 6.14% 6% 2.42% 72.91%
2002 -6.84% -0.49% 12.21% -0.68% 11.76% 5.28% 2.29% -2.8% 8.27% 19.23% 11.61% 1.24% 76.29%
2001 22.45% -1.61% 22.38% -21.31% 9.07% -1.85% 5.94% 6.05% 7.33% 10.93% 16.97% -9.32% 76.22%
2000 -5.14% -12.05% 16.78% 24.34% -3.3% -14.39% -24.5% 14.46% -13.29% -3.04% -19.22% 6.31% -37.43%
1999 -9.09% 8.72% 53.3% 4.77% -10.72% 15.63% -7.68% -16.33% -27.07% -18.43% 4.64% 3.55% -18.42%
1998 10.63% 17.73% 12.97% 7.13% -12.01% 12.57% 6.98% -9.63% -25.81% 6.08% -9.17% 8.33% 16.89%
1997 13.75% -2.93% -6.79% -21.86% 10.62% 15.11% 16.79% -1.74% -21.72% -17.55% -0.69% 1.52% -23.54%
1996 4.06% -6.34% -4.17% -6.25% -0.58% 4.96% 6.11% -3.93% 25.34% -5.43% 7.36% 2.78% 21.83%
1995 6.47% 16.89% 13.87% 10.66% 5.5% 10.87% 14.51% 8.9% 9.43% -3.16% -3.86% 21.6% 183.45%
1994 22% 2.46% -13.6% 2.78% 6.3% -14.41% 7.92% 22.02% -4.51% 11.02% -9.22% 8.59% 39%
1993 7.78% -17.22% -14.09% -10.16% 7.82% -9.68% 5.36% -10.17% -22.64% 24.39% -2.94% 1.01% -40.12%
1992 4.38% -6.16% 16.79% -3.12% -8.39% 16.9% -9.64% 11.33% 19.39%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).